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Refactoring

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This commit is contained in:
Abner Ayala-Acevedo
2017-10-26 18:10:12 -07:00
committed by GitHub
parent 76a8362e3d
commit cd0157347f
1 changed files with 8 additions and 9 deletions
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catalyst/examples/simple_universe.py
+8 -9
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@@ -77,19 +77,19 @@ def analyze(context=None, results=None):
# Example: Poloniex BTC Market
def universe(context, lookback_date, current_date):
json_symbols = get_exchange_symbols(context.exchange) # get all the pairs for the exchange
poloniex_universe_df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str) # convert into a dataframe
poloniex_universe_df['base_currency'] = poloniex_universe_df.apply(lambda row: row.symbol.split('_')[1],
universe_df = pd.DataFrame.from_dict(json_symbols).transpose().astype(str) # convert into a dataframe
universe_df['base_currency'] = universe_df.apply(lambda row: row.symbol.split('_')[1],
axis=1)
poloniex_universe_df['market_currency'] = poloniex_universe_df.apply(lambda row: row.symbol.split('_')[0],
universe_df['market_currency'] = universe_df.apply(lambda row: row.symbol.split('_')[0],
axis=1)
# Filter all the exchange pairs to only the ones for a give base currency
poloniex_universe_df = poloniex_universe_df[poloniex_universe_df['base_currency'] == context.base_currency]
universe_df = universe_df[universe_df['base_currency'] == context.base_currency]
# Filter all the pairs to ensure that pair existed in the current date range
poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.start_date < lookback_date]
poloniex_universe_df = poloniex_universe_df[poloniex_universe_df.end_daily >= current_date]
context.coins = symbols(*poloniex_universe_df.symbol) # convert all the pairs to symbols
return poloniex_universe_df.symbol.tolist()
universe_df = universe_df[universe_df.start_date < lookback_date]
universe_df = universe_df[universe_df.end_daily >= current_date]
context.coins = symbols(*universe_df.symbol) # convert all the pairs to symbols
return universe_df.symbol.tolist()
# Replace all NA, NAN or infinite values with its nearest value
@@ -112,7 +112,6 @@ if __name__ == '__main__':
handle_data=handle_data,
analyze=analyze,
exchange_name='poloniex',
bundle='poloniex',
data_frequency='minute',
base_currency='btc',
live=False,